ETF Comparison: VNQI vs RWO
ETF 說明
VNQI - Vanguard Global ex-U.S. Real Estate ETF
The Vanguard Global ex-U.S. Real Estate ETF provides diversified exposure to real estate markets in developed countries outside the United States, with a focus on Europe, Asia Pacific, and Canada. The fund offers a broad-based approach to investing in global real estate, with a market capitalization-weighted portfolio of over 645 holdings. This ETF may be suitable for investors seeking to complement their U.S. real estate holdings with international exposure, and offers a cost-effective solution with a low expense ratio.
RWO - SPDR Dow Jones Global Real Estate ETF
The SPDR Dow Jones Global Real Estate ETF provides broad-based exposure to global real estate markets, with a diversified portfolio of over 200 securities. The fund offers a balanced split between U.S. REITs and companies domiciled in developed markets, with a significant allocation to the Asia Pacific region. This ETF is suitable for investors seeking a blend of U.S. and international real estate exposure, with a low expense ratio and robust assets under management.
比較表
| VNQI | RWO | |
|---|---|---|
| 基金名稱 | Vanguard Global ex-U.S. Real Estate ETF | SPDR Dow Jones Global Real Estate ETF |
| Fund Provider | Vanguard | State Street |
| Index | S&P Global ex-U.S. Property Index | DJ Global Select Real Estate Securities Index (RESI) |
| Asset Class | Real Estate | Real Estate |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.12% | 0.50% |
| Inception Date | 2010-11-01 | 2008-05-07 |
| Number Of Holdings | 645 | 232 |
| Region | Developed Markets | Developed Markets |
| Investment Style | Blend | Blend |
| Market Cap | Blend | Blend |
| Sector | Real Estate | Real Estate |
| Leveraged | Non-leveraged | Non-leveraged |
回測選項
摘要
關鍵指標
績效指標
風險指標
詳細報酬
績效分析
績效分析透過累積報酬、年底（EoY）報酬及 Sharpe 比率、Sortino 比率等風險調整指標，評估歷史資料以衡量投資策略報酬。這有助於投資人在不同市場條件下評估絕對和相對績效。
累積報酬
年底報酬表
年底報酬
風險分析
風險分析是指對可能導致資本損失的潛在負面事件進行評估。進行風險分析有助於決定是否應進行投資。這是透過回撤、波動率和 Beta 等風險指標來完成的，這些指標反映了利益相關者對投資策略一致性的信心。
回撤
回撤表
Monte Carlo 模擬
Monte Carlo 模擬是一種統計方法，透過從歷史資產價格資料中隨機抽樣產生大量潛在結果，用以預測投資組合報酬。它協助投資人評估各種市場條件下投資組合的潛在風險和報酬。模擬考慮初始投資，並可選擇性地模擬現金流情境，如固定投入、固定提款或比例提款。
重要提示：透過 Monte Carlo 模擬產生的預測純屬假設性質，不保證未來報酬。投資決策應考量多種因素，過去表現不代表未來結果。